Description
Transmission Channel Analysis in Structural VAR Models.
Description
Implements Transmission Channel Analysis (TCA) for structural vector autoregressive (SVAR) models following the methodology of Wegner, Lieb, and Smeekes (2025) <doi:10.48550/arXiv.2405.18987>. TCA decomposes impulse response functions (IRFs) into contributions from distinct transmission channels using a systems form representation and directed acyclic graph (DAG) path analysis. Supports overlapping channels, exhaustive 3-way and 4-way decompositions via inclusion-exclusion principle. This is a parallel R implementation of the 'tca-matlab-toolbox' (<https://github.com/enweg/tca-matlab-toolbox>).